Sam Chaudry
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# mypy: disable-error-code="attr-defined"
import os
import pytest
import math
import numpy as np
from numpy.testing import assert_allclose
from scipy.conftest import array_api_compatible
import scipy._lib._elementwise_iterative_method as eim
from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal
from scipy._lib._array_api import array_namespace, xp_size, xp_ravel, xp_copy, is_numpy
from scipy import special, stats
from scipy.integrate import quad_vec, nsum, tanhsinh as _tanhsinh
from scipy.integrate._tanhsinh import _pair_cache
from scipy.stats._discrete_distns import _gen_harmonic_gt1
def norm_pdf(x, xp=None):
xp = array_namespace(x) if xp is None else xp
return 1/(2*xp.pi)**0.5 * xp.exp(-x**2/2)
def norm_logpdf(x, xp=None):
xp = array_namespace(x) if xp is None else xp
return -0.5*math.log(2*xp.pi) - x**2/2
def _vectorize(xp):
# xp-compatible version of np.vectorize
# assumes arguments are all arrays of the same shape
def decorator(f):
def wrapped(*arg_arrays):
shape = arg_arrays[0].shape
arg_arrays = [xp_ravel(arg_array) for arg_array in arg_arrays]
res = []
for i in range(math.prod(shape)):
arg_scalars = [arg_array[i] for arg_array in arg_arrays]
res.append(f(*arg_scalars))
return res
return wrapped
return decorator
@array_api_compatible
@pytest.mark.usefixtures("skip_xp_backends")
@pytest.mark.skip_xp_backends(
'array_api_strict', reason='Currently uses fancy indexing assignment.'
)
@pytest.mark.skip_xp_backends(
'jax.numpy', reason='JAX arrays do not support item assignment.'
)
class TestTanhSinh:
# Test problems from [1] Section 6
def f1(self, t):
return t * np.log(1 + t)
f1.ref = 0.25
f1.b = 1
def f2(self, t):
return t ** 2 * np.arctan(t)
f2.ref = (np.pi - 2 + 2 * np.log(2)) / 12
f2.b = 1
def f3(self, t):
return np.exp(t) * np.cos(t)
f3.ref = (np.exp(np.pi / 2) - 1) / 2
f3.b = np.pi / 2
def f4(self, t):
a = np.sqrt(2 + t ** 2)
return np.arctan(a) / ((1 + t ** 2) * a)
f4.ref = 5 * np.pi ** 2 / 96
f4.b = 1
def f5(self, t):
return np.sqrt(t) * np.log(t)
f5.ref = -4 / 9
f5.b = 1
def f6(self, t):
return np.sqrt(1 - t ** 2)
f6.ref = np.pi / 4
f6.b = 1
def f7(self, t):
return np.sqrt(t) / np.sqrt(1 - t ** 2)
f7.ref = 2 * np.sqrt(np.pi) * special.gamma(3 / 4) / special.gamma(1 / 4)
f7.b = 1
def f8(self, t):
return np.log(t) ** 2
f8.ref = 2
f8.b = 1
def f9(self, t):
return np.log(np.cos(t))
f9.ref = -np.pi * np.log(2) / 2
f9.b = np.pi / 2
def f10(self, t):
return np.sqrt(np.tan(t))
f10.ref = np.pi * np.sqrt(2) / 2
f10.b = np.pi / 2
def f11(self, t):
return 1 / (1 + t ** 2)
f11.ref = np.pi / 2
f11.b = np.inf
def f12(self, t):
return np.exp(-t) / np.sqrt(t)
f12.ref = np.sqrt(np.pi)
f12.b = np.inf
def f13(self, t):
return np.exp(-t ** 2 / 2)
f13.ref = np.sqrt(np.pi / 2)
f13.b = np.inf
def f14(self, t):
return np.exp(-t) * np.cos(t)
f14.ref = 0.5
f14.b = np.inf
def f15(self, t):
return np.sin(t) / t
f15.ref = np.pi / 2
f15.b = np.inf
def error(self, res, ref, log=False, xp=None):
xp = array_namespace(res, ref) if xp is None else xp
err = abs(res - ref)
if not log:
return err
with np.errstate(divide='ignore'):
return xp.log10(err)
def test_input_validation(self, xp):
f = self.f1
zero = xp.asarray(0)
f_b = xp.asarray(f.b)
message = '`f` must be callable.'
with pytest.raises(ValueError, match=message):
_tanhsinh(42, zero, f_b)
message = '...must be True or False.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, log=2)
message = '...must be real numbers.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, xp.asarray(1+1j), f_b)
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, atol='ekki')
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, rtol=pytest)
message = '...must be non-negative and finite.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, rtol=-1)
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, atol=xp.inf)
message = '...may not be positive infinity.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, rtol=xp.inf, log=True)
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, atol=xp.inf, log=True)
message = '...must be integers.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, maxlevel=object())
# with pytest.raises(ValueError, match=message): # unused for now
# _tanhsinh(f, zero, f_b, maxfun=1+1j)
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, minlevel="migratory coconut")
message = '...must be non-negative.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, maxlevel=-1)
# with pytest.raises(ValueError, match=message): # unused for now
# _tanhsinh(f, zero, f_b, maxfun=-1)
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, minlevel=-1)
message = '...must be True or False.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, preserve_shape=2)
message = '...must be callable.'
with pytest.raises(ValueError, match=message):
_tanhsinh(f, zero, f_b, callback='elderberry')
@pytest.mark.parametrize("limits, ref", [
[(0, math.inf), 0.5], # b infinite
[(-math.inf, 0), 0.5], # a infinite
[(-math.inf, math.inf), 1.], # a and b infinite
[(math.inf, -math.inf), -1.], # flipped limits
[(1, -1), stats.norm.cdf(-1.) - stats.norm.cdf(1.)], # flipped limits
])
def test_integral_transforms(self, limits, ref, xp):
# Check that the integral transforms are behaving for both normal and
# log integration
limits = [xp.asarray(limit) for limit in limits]
dtype = xp.asarray(float(limits[0])).dtype
ref = xp.asarray(ref, dtype=dtype)
res = _tanhsinh(norm_pdf, *limits)
xp_assert_close(res.integral, ref)
logres = _tanhsinh(norm_logpdf, *limits, log=True)
xp_assert_close(xp.exp(logres.integral), ref, check_dtype=False)
# Transformation should not make the result complex unnecessarily
xp_test = array_namespace(*limits) # we need xp.isdtype
assert (xp_test.isdtype(logres.integral.dtype, "real floating") if ref > 0
else xp_test.isdtype(logres.integral.dtype, "complex floating"))
xp_assert_close(xp.exp(logres.error), res.error, atol=1e-16, check_dtype=False)
# 15 skipped intentionally; it's very difficult numerically
@pytest.mark.skip_xp_backends(np_only=True,
reason='Cumbersome to convert everything.')
@pytest.mark.parametrize('f_number', range(1, 15))
def test_basic(self, f_number, xp):
f = getattr(self, f"f{f_number}")
rtol = 2e-8
res = _tanhsinh(f, 0, f.b, rtol=rtol)
assert_allclose(res.integral, f.ref, rtol=rtol)
if f_number not in {14}: # mildly underestimates error here
true_error = abs(self.error(res.integral, f.ref)/res.integral)
assert true_error < res.error
if f_number in {7, 10, 12}: # succeeds, but doesn't know it
return
assert res.success
assert res.status == 0
@pytest.mark.skip_xp_backends(np_only=True,
reason="Distributions aren't xp-compatible.")
@pytest.mark.parametrize('ref', (0.5, [0.4, 0.6]))
@pytest.mark.parametrize('case', stats._distr_params.distcont)
def test_accuracy(self, ref, case, xp):
distname, params = case
if distname in {'dgamma', 'dweibull', 'laplace', 'kstwo'}:
# should split up interval at first-derivative discontinuity
pytest.skip('tanh-sinh is not great for non-smooth integrands')
if (distname in {'studentized_range', 'levy_stable'}
and not int(os.getenv('SCIPY_XSLOW', 0))):
pytest.skip('This case passes, but it is too slow.')
dist = getattr(stats, distname)(*params)
x = dist.interval(ref)
res = _tanhsinh(dist.pdf, *x)
assert_allclose(res.integral, ref)
@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
def test_vectorization(self, shape, xp):
# Test for correct functionality, output shapes, and dtypes for various
# input shapes.
rng = np.random.default_rng(82456839535679456794)
a = xp.asarray(rng.random(shape))
b = xp.asarray(rng.random(shape))
p = xp.asarray(rng.random(shape))
n = math.prod(shape)
def f(x, p):
f.ncall += 1
f.feval += 1 if (xp_size(x) == n or x.ndim <= 1) else x.shape[-1]
return x**p
f.ncall = 0
f.feval = 0
@_vectorize(xp)
def _tanhsinh_single(a, b, p):
return _tanhsinh(lambda x: x**p, a, b)
res = _tanhsinh(f, a, b, args=(p,))
refs = _tanhsinh_single(a, b, p)
xp_test = array_namespace(a) # need xp.stack, isdtype
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
for attr in attrs:
ref_attr = xp_test.stack([getattr(ref, attr) for ref in refs])
res_attr = xp_ravel(getattr(res, attr))
xp_assert_close(res_attr, ref_attr, rtol=1e-15)
assert getattr(res, attr).shape == shape
assert xp_test.isdtype(res.success.dtype, 'bool')
assert xp_test.isdtype(res.status.dtype, 'integral')
assert xp_test.isdtype(res.nfev.dtype, 'integral')
assert xp_test.isdtype(res.maxlevel.dtype, 'integral')
assert xp.max(res.nfev) == f.feval
# maxlevel = 2 -> 3 function calls (2 initialization, 1 work)
assert xp.max(res.maxlevel) >= 2
assert xp.max(res.maxlevel) == f.ncall
def test_flags(self, xp):
# Test cases that should produce different status flags; show that all
# can be produced simultaneously.
def f(xs, js):
f.nit += 1
funcs = [lambda x: xp.exp(-x**2), # converges
lambda x: xp.exp(x), # reaches maxiter due to order=2
lambda x: xp.full_like(x, xp.nan)] # stops due to NaN
res = []
for i in range(xp_size(js)):
x = xs[i, ...]
j = int(xp_ravel(js)[i])
res.append(funcs[j](x))
return xp.stack(res)
f.nit = 0
args = (xp.arange(3, dtype=xp.int64),)
a = xp.asarray([xp.inf]*3)
b = xp.asarray([-xp.inf] * 3)
res = _tanhsinh(f, a, b, maxlevel=5, args=args)
ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
xp_assert_equal(res.status, ref_flags)
def test_flags_preserve_shape(self, xp):
# Same test as above but using `preserve_shape` option to simplify.
def f(x):
res = [xp.exp(-x[0]**2), # converges
xp.exp(x[1]), # reaches maxiter due to order=2
xp.full_like(x[2], xp.nan)] # stops due to NaN
return xp.stack(res)
a = xp.asarray([xp.inf] * 3)
b = xp.asarray([-xp.inf] * 3)
res = _tanhsinh(f, a, b, maxlevel=5, preserve_shape=True)
ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
xp_assert_equal(res.status, ref_flags)
def test_preserve_shape(self, xp):
# Test `preserve_shape` option
def f(x, xp):
return xp.stack([xp.stack([x, xp.sin(10 * x)]),
xp.stack([xp.cos(30 * x), x * xp.sin(100 * x)])])
ref = quad_vec(lambda x: f(x, np), 0, 1)
res = _tanhsinh(lambda x: f(x, xp), xp.asarray(0), xp.asarray(1),
preserve_shape=True)
dtype = xp.asarray(0.).dtype
xp_assert_close(res.integral, xp.asarray(ref[0], dtype=dtype))
def test_convergence(self, xp):
# demonstrate that number of accurate digits doubles each iteration
dtype = xp.float64 # this only works with good precision
def f(t):
return t * xp.log(1 + t)
ref = xp.asarray(0.25, dtype=dtype)
a, b = xp.asarray(0., dtype=dtype), xp.asarray(1., dtype=dtype)
last_logerr = 0
for i in range(4):
res = _tanhsinh(f, a, b, minlevel=0, maxlevel=i)
logerr = self.error(res.integral, ref, log=True, xp=xp)
assert (logerr < last_logerr * 2 or logerr < -15.5)
last_logerr = logerr
def test_options_and_result_attributes(self, xp):
# demonstrate that options are behaving as advertised and status
# messages are as intended
xp_test = array_namespace(xp.asarray(1.)) # need xp.atan
def f(x):
f.calls += 1
f.feval += xp_size(xp.asarray(x))
return x**2 * xp_test.atan(x)
f.ref = xp.asarray((math.pi - 2 + 2 * math.log(2)) / 12, dtype=xp.float64)
default_rtol = 1e-12
default_atol = f.ref * default_rtol # effective default absolute tol
# Keep things simpler by leaving tolerances fixed rather than
# having to make them dtype-dependent
a = xp.asarray(0., dtype=xp.float64)
b = xp.asarray(1., dtype=xp.float64)
# Test default options
f.feval, f.calls = 0, 0
ref = _tanhsinh(f, a, b)
assert self.error(ref.integral, f.ref) < ref.error < default_atol
assert ref.nfev == f.feval
ref.calls = f.calls # reference number of function calls
assert ref.success
assert ref.status == 0
# Test `maxlevel` equal to required max level
# We should get all the same results
f.feval, f.calls = 0, 0
maxlevel = int(ref.maxlevel)
res = _tanhsinh(f, a, b, maxlevel=maxlevel)
res.calls = f.calls
assert res == ref
# Now reduce the maximum level. We won't meet tolerances.
f.feval, f.calls = 0, 0
maxlevel -= 1
assert maxlevel >= 2 # can't compare errors otherwise
res = _tanhsinh(f, a, b, maxlevel=maxlevel)
assert self.error(res.integral, f.ref) < res.error > default_atol
assert res.nfev == f.feval < ref.nfev
assert f.calls == ref.calls - 1
assert not res.success
assert res.status == eim._ECONVERR
# `maxfun` is currently not enforced
# # Test `maxfun` equal to required number of function evaluations
# # We should get all the same results
# f.feval, f.calls = 0, 0
# maxfun = ref.nfev
# res = _tanhsinh(f, 0, f.b, maxfun = maxfun)
# assert res == ref
#
# # Now reduce `maxfun`. We won't meet tolerances.
# f.feval, f.calls = 0, 0
# maxfun -= 1
# res = _tanhsinh(f, 0, f.b, maxfun=maxfun)
# assert self.error(res.integral, f.ref) < res.error > default_atol
# assert res.nfev == f.feval < ref.nfev
# assert f.calls == ref.calls - 1
# assert not res.success
# assert res.status == 2
# Take this result to be the new reference
ref = res
ref.calls = f.calls
# Test `atol`
f.feval, f.calls = 0, 0
# With this tolerance, we should get the exact same result as ref
atol = np.nextafter(float(ref.error), np.inf)
res = _tanhsinh(f, a, b, rtol=0, atol=atol)
assert res.integral == ref.integral
assert res.error == ref.error
assert res.nfev == f.feval == ref.nfev
assert f.calls == ref.calls
# Except the result is considered to be successful
assert res.success
assert res.status == 0
f.feval, f.calls = 0, 0
# With a tighter tolerance, we should get a more accurate result
atol = np.nextafter(float(ref.error), -np.inf)
res = _tanhsinh(f, a, b, rtol=0, atol=atol)
assert self.error(res.integral, f.ref) < res.error < atol
assert res.nfev == f.feval > ref.nfev
assert f.calls > ref.calls
assert res.success
assert res.status == 0
# Test `rtol`
f.feval, f.calls = 0, 0
# With this tolerance, we should get the exact same result as ref
rtol = np.nextafter(float(ref.error/ref.integral), np.inf)
res = _tanhsinh(f, a, b, rtol=rtol)
assert res.integral == ref.integral
assert res.error == ref.error
assert res.nfev == f.feval == ref.nfev
assert f.calls == ref.calls
# Except the result is considered to be successful
assert res.success
assert res.status == 0
f.feval, f.calls = 0, 0
# With a tighter tolerance, we should get a more accurate result
rtol = np.nextafter(float(ref.error/ref.integral), -np.inf)
res = _tanhsinh(f, a, b, rtol=rtol)
assert self.error(res.integral, f.ref)/f.ref < res.error/res.integral < rtol
assert res.nfev == f.feval > ref.nfev
assert f.calls > ref.calls
assert res.success
assert res.status == 0
@pytest.mark.skip_xp_backends('torch', reason=
'https://github.com/scipy/scipy/pull/21149#issuecomment-2330477359',
)
@pytest.mark.parametrize('rtol', [1e-4, 1e-14])
def test_log(self, rtol, xp):
# Test equivalence of log-integration and regular integration
test_tols = dict(atol=1e-18, rtol=1e-15)
# Positive integrand (real log-integrand)
a = xp.asarray(-1., dtype=xp.float64)
b = xp.asarray(2., dtype=xp.float64)
res = _tanhsinh(norm_logpdf, a, b, log=True, rtol=math.log(rtol))
ref = _tanhsinh(norm_pdf, a, b, rtol=rtol)
xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols)
xp_assert_close(xp.exp(res.error), ref.error, **test_tols)
assert res.nfev == ref.nfev
# Real integrand (complex log-integrand)
def f(x):
return -norm_logpdf(x)*norm_pdf(x)
def logf(x):
return xp.log(norm_logpdf(x) + 0j) + norm_logpdf(x) + xp.pi * 1j
a = xp.asarray(-xp.inf, dtype=xp.float64)
b = xp.asarray(xp.inf, dtype=xp.float64)
res = _tanhsinh(logf, a, b, log=True)
ref = _tanhsinh(f, a, b)
# In gh-19173, we saw `invalid` warnings on one CI platform.
# Silencing `all` because I can't reproduce locally and don't want
# to risk the need to run CI again.
with np.errstate(all='ignore'):
xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols,
check_dtype=False)
xp_assert_close(xp.exp(res.error), ref.error, **test_tols,
check_dtype=False)
assert res.nfev == ref.nfev
def test_complex(self, xp):
# Test integration of complex integrand
# Finite limits
def f(x):
return xp.exp(1j * x)
a, b = xp.asarray(0.), xp.asarray(xp.pi/4)
res = _tanhsinh(f, a, b)
ref = math.sqrt(2)/2 + (1-math.sqrt(2)/2)*1j
xp_assert_close(res.integral, xp.asarray(ref))
# Infinite limits
def f(x):
return norm_pdf(x) + 1j/2*norm_pdf(x/2)
a, b = xp.asarray(xp.inf), xp.asarray(-xp.inf)
res = _tanhsinh(f, a, b)
xp_assert_close(res.integral, xp.asarray(-(1+1j)))
@pytest.mark.parametrize("maxlevel", range(4))
def test_minlevel(self, maxlevel, xp):
# Verify that minlevel does not change the values at which the
# integrand is evaluated or the integral/error estimates, only the
# number of function calls
# need `xp.concat`, `xp.atan`, and `xp.sort`
xp_test = array_namespace(xp.asarray(1.))
def f(x):
f.calls += 1
f.feval += xp_size(xp.asarray(x))
f.x = xp_test.concat((f.x, xp_ravel(x)))
return x**2 * xp_test.atan(x)
f.feval, f.calls, f.x = 0, 0, xp.asarray([])
a = xp.asarray(0, dtype=xp.float64)
b = xp.asarray(1, dtype=xp.float64)
ref = _tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel)
ref_x = xp_test.sort(f.x)
for minlevel in range(0, maxlevel + 1):
f.feval, f.calls, f.x = 0, 0, xp.asarray([])
options = dict(minlevel=minlevel, maxlevel=maxlevel)
res = _tanhsinh(f, a, b, **options)
# Should be very close; all that has changed is the order of values
xp_assert_close(res.integral, ref.integral, rtol=4e-16)
# Difference in absolute errors << magnitude of integral
xp_assert_close(res.error, ref.error, atol=4e-16 * ref.integral)
assert res.nfev == f.feval == f.x.shape[0]
assert f.calls == maxlevel - minlevel + 1 + 1 # 1 validation call
assert res.status == ref.status
xp_assert_equal(ref_x, xp_test.sort(f.x))
def test_improper_integrals(self, xp):
# Test handling of infinite limits of integration (mixed with finite limits)
def f(x):
x[xp.isinf(x)] = xp.nan
return xp.exp(-x**2)
a = xp.asarray([-xp.inf, 0, -xp.inf, xp.inf, -20, -xp.inf, -20])
b = xp.asarray([xp.inf, xp.inf, 0, -xp.inf, 20, 20, xp.inf])
ref = math.sqrt(math.pi)
ref = xp.asarray([ref, ref/2, ref/2, -ref, ref, ref, ref])
res = _tanhsinh(f, a, b)
xp_assert_close(res.integral, ref)
@pytest.mark.parametrize("limits", ((0, 3), ([-math.inf, 0], [3, 3])))
@pytest.mark.parametrize("dtype", ('float32', 'float64'))
def test_dtype(self, limits, dtype, xp):
# Test that dtypes are preserved
dtype = getattr(xp, dtype)
a, b = xp.asarray(limits, dtype=dtype)
def f(x):
assert x.dtype == dtype
return xp.exp(x)
rtol = 1e-12 if dtype == xp.float64 else 1e-5
res = _tanhsinh(f, a, b, rtol=rtol)
assert res.integral.dtype == dtype
assert res.error.dtype == dtype
assert xp.all(res.success)
xp_assert_close(res.integral, xp.exp(b)-xp.exp(a))
def test_maxiter_callback(self, xp):
# Test behavior of `maxiter` parameter and `callback` interface
a, b = xp.asarray(-xp.inf), xp.asarray(xp.inf)
def f(x):
return xp.exp(-x*x)
minlevel, maxlevel = 0, 2
maxiter = maxlevel - minlevel + 1
kwargs = dict(minlevel=minlevel, maxlevel=maxlevel, rtol=1e-15)
res = _tanhsinh(f, a, b, **kwargs)
assert not res.success
assert res.maxlevel == maxlevel
def callback(res):
callback.iter += 1
callback.res = res
assert hasattr(res, 'integral')
assert res.status == 1
if callback.iter == maxiter:
raise StopIteration
callback.iter = -1 # callback called once before first iteration
callback.res = None
del kwargs['maxlevel']
res2 = _tanhsinh(f, a, b, **kwargs, callback=callback)
# terminating with callback is identical to terminating due to maxiter
# (except for `status`)
for key in res.keys():
if key == 'status':
assert res[key] == -2
assert res2[key] == -4
else:
assert res2[key] == callback.res[key] == res[key]
def test_jumpstart(self, xp):
# The intermediate results at each level i should be the same as the
# final results when jumpstarting at level i; i.e. minlevel=maxlevel=i
a = xp.asarray(-xp.inf, dtype=xp.float64)
b = xp.asarray(xp.inf, dtype=xp.float64)
def f(x):
return xp.exp(-x*x)
def callback(res):
callback.integrals.append(xp_copy(res.integral)[()])
callback.errors.append(xp_copy(res.error)[()])
callback.integrals = []
callback.errors = []
maxlevel = 4
_tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel, callback=callback)
for i in range(maxlevel + 1):
res = _tanhsinh(f, a, b, minlevel=i, maxlevel=i)
xp_assert_close(callback.integrals[1+i], res.integral, rtol=1e-15)
xp_assert_close(callback.errors[1+i], res.error, rtol=1e-15, atol=1e-16)
def test_special_cases(self, xp):
# Test edge cases and other special cases
a, b = xp.asarray(0), xp.asarray(1)
xp_test = array_namespace(a, b) # need `xp.isdtype`
def f(x):
assert xp_test.isdtype(x.dtype, "real floating")
return x
res = _tanhsinh(f, a, b)
assert res.success
xp_assert_close(res.integral, xp.asarray(0.5))
# Test levels 0 and 1; error is NaN
res = _tanhsinh(f, a, b, maxlevel=0)
assert res.integral > 0
xp_assert_equal(res.error, xp.asarray(xp.nan))
res = _tanhsinh(f, a, b, maxlevel=1)
assert res.integral > 0
xp_assert_equal(res.error, xp.asarray(xp.nan))
# Test equal left and right integration limits
res = _tanhsinh(f, b, b)
assert res.success
assert res.maxlevel == -1
xp_assert_close(res.integral, xp.asarray(0.))
# Test scalar `args` (not in tuple)
def f(x, c):
return x**c
res = _tanhsinh(f, a, b, args=29)
xp_assert_close(res.integral, xp.asarray(1/30))
# Test NaNs
a = xp.asarray([xp.nan, 0, 0, 0])
b = xp.asarray([1, xp.nan, 1, 1])
c = xp.asarray([1, 1, xp.nan, 1])
res = _tanhsinh(f, a, b, args=(c,))
xp_assert_close(res.integral, xp.asarray([xp.nan, xp.nan, xp.nan, 0.5]))
xp_assert_equal(res.error[:3], xp.full((3,), xp.nan))
xp_assert_equal(res.status, xp.asarray([-3, -3, -3, 0], dtype=xp.int32))
xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
xp_assert_equal(res.nfev[:3], xp.full((3,), 1, dtype=xp.int32))
# Test complex integral followed by real integral
# Previously, h0 was of the result dtype. If the `dtype` were complex,
# this could lead to complex cached abscissae/weights. If these get
# cast to real dtype for a subsequent real integral, we would get a
# ComplexWarning. Check that this is avoided.
_pair_cache.xjc = xp.empty(0)
_pair_cache.wj = xp.empty(0)
_pair_cache.indices = [0]
_pair_cache.h0 = None
a, b = xp.asarray(0), xp.asarray(1)
res = _tanhsinh(lambda x: xp.asarray(x*1j), a, b)
xp_assert_close(res.integral, xp.asarray(0.5*1j))
res = _tanhsinh(lambda x: x, a, b)
xp_assert_close(res.integral, xp.asarray(0.5))
# Test zero-size
shape = (0, 3)
res = _tanhsinh(lambda x: x, xp.asarray(0), xp.zeros(shape))
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
for attr in attrs:
assert res[attr].shape == shape
@pytest.mark.skip_xp_backends(np_only=True)
def test_compress_nodes_weights_gh21496(self, xp):
# See discussion in:
# https://github.com/scipy/scipy/pull/21496#discussion_r1878681049
# This would cause "ValueError: attempt to get argmax of an empty sequence"
# Check that this has been resolved.
x = np.full(65, 3)
x[-1] = 1000
_tanhsinh(np.sin, 1, x)
@array_api_compatible
@pytest.mark.usefixtures("skip_xp_backends")
@pytest.mark.skip_xp_backends('array_api_strict', reason='No fancy indexing.')
@pytest.mark.skip_xp_backends('jax.numpy', reason='No mutation.')
class TestNSum:
rng = np.random.default_rng(5895448232066142650)
p = rng.uniform(1, 10, size=10).tolist()
def f1(self, k):
# Integers are never passed to `f1`; if they were, we'd get
# integer to negative integer power error
return k**(-2)
f1.ref = np.pi**2/6
f1.a = 1
f1.b = np.inf
f1.args = tuple()
def f2(self, k, p):
return 1 / k**p
f2.ref = special.zeta(p, 1)
f2.a = 1.
f2.b = np.inf
f2.args = (p,)
def f3(self, k, p):
return 1 / k**p
f3.a = 1
f3.b = rng.integers(5, 15, size=(3, 1))
f3.ref = _gen_harmonic_gt1(f3.b, p)
f3.args = (p,)
def test_input_validation(self, xp):
f = self.f1
a, b = xp.asarray(f.a), xp.asarray(f.b)
message = '`f` must be callable.'
with pytest.raises(ValueError, match=message):
nsum(42, a, b)
message = '...must be True or False.'
with pytest.raises(ValueError, match=message):
nsum(f, a, b, log=2)
message = '...must be real numbers.'
with pytest.raises(ValueError, match=message):
nsum(f, xp.asarray(1+1j), b)
with pytest.raises(ValueError, match=message):
nsum(f, a, xp.asarray(1+1j))
with pytest.raises(ValueError, match=message):
nsum(f, a, b, step=xp.asarray(1+1j))
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(atol='ekki'))
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(rtol=pytest))
with np.errstate(all='ignore'):
res = nsum(f, xp.asarray([np.nan, np.inf]), xp.asarray(1.))
assert xp.all((res.status == -1) & xp.isnan(res.sum)
& xp.isnan(res.error) & ~res.success & res.nfev == 1)
res = nsum(f, xp.asarray(10.), xp.asarray([np.nan, 1]))
assert xp.all((res.status == -1) & xp.isnan(res.sum)
& xp.isnan(res.error) & ~res.success & res.nfev == 1)
res = nsum(f, xp.asarray(1.), xp.asarray(10.),
step=xp.asarray([xp.nan, -xp.inf, xp.inf, -1, 0]))
assert xp.all((res.status == -1) & xp.isnan(res.sum)
& xp.isnan(res.error) & ~res.success & res.nfev == 1)
message = '...must be non-negative and finite.'
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(rtol=-1))
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(atol=np.inf))
message = '...may not be positive infinity.'
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(rtol=np.inf), log=True)
with pytest.raises(ValueError, match=message):
nsum(f, a, b, tolerances=dict(atol=np.inf), log=True)
message = '...must be a non-negative integer.'
with pytest.raises(ValueError, match=message):
nsum(f, a, b, maxterms=3.5)
with pytest.raises(ValueError, match=message):
nsum(f, a, b, maxterms=-2)
@pytest.mark.parametrize('f_number', range(1, 4))
def test_basic(self, f_number, xp):
dtype = xp.asarray(1.).dtype
f = getattr(self, f"f{f_number}")
a, b = xp.asarray(f.a), xp.asarray(f.b),
args = tuple(xp.asarray(arg) for arg in f.args)
ref = xp.asarray(f.ref, dtype=dtype)
res = nsum(f, a, b, args=args)
xp_assert_close(res.sum, ref)
xp_assert_equal(res.status, xp.zeros(ref.shape, dtype=xp.int32))
xp_test = array_namespace(a) # CuPy doesn't have `bool`
xp_assert_equal(res.success, xp.ones(ref.shape, dtype=xp_test.bool))
with np.errstate(divide='ignore'):
logres = nsum(lambda *args: xp.log(f(*args)),
a, b, log=True, args=args)
xp_assert_close(xp.exp(logres.sum), res.sum)
xp_assert_close(xp.exp(logres.error), res.error, atol=1e-15)
xp_assert_equal(logres.status, res.status)
xp_assert_equal(logres.success, res.success)
@pytest.mark.parametrize('maxterms', [0, 1, 10, 20, 100])
def test_integral(self, maxterms, xp):
# test precise behavior of integral approximation
f = self.f1
def logf(x):
return -2*xp.log(x)
def F(x):
return -1 / x
a = xp.asarray([1, 5], dtype=xp.float64)[:, xp.newaxis]
b = xp.asarray([20, 100, xp.inf], dtype=xp.float64)[:, xp.newaxis, xp.newaxis]
step = xp.asarray([0.5, 1, 2], dtype=xp.float64).reshape((-1, 1, 1, 1))
nsteps = xp.floor((b - a)/step)
b_original = b
b = a + nsteps*step
k = a + maxterms*step
# partial sum
direct = xp.sum(f(a + xp.arange(maxterms)*step), axis=-1, keepdims=True)
integral = (F(b) - F(k))/step # integral approximation of remainder
low = direct + integral + f(b) # theoretical lower bound
high = direct + integral + f(k) # theoretical upper bound
ref_sum = (low + high)/2 # nsum uses average of the two
ref_err = (high - low)/2 # error (assuming perfect quadrature)
# correct reference values where number of terms < maxterms
xp_test = array_namespace(a) # torch needs broadcast_arrays
a, b, step = xp_test.broadcast_arrays(a, b, step)
for i in np.ndindex(a.shape):
ai, bi, stepi = float(a[i]), float(b[i]), float(step[i])
if (bi - ai)/stepi + 1 <= maxterms:
direct = xp.sum(f(xp.arange(ai, bi+stepi, stepi, dtype=xp.float64)))
ref_sum[i] = direct
ref_err[i] = direct * xp.finfo(direct.dtype).eps
rtol = 1e-12
res = nsum(f, a, b_original, step=step, maxterms=maxterms,
tolerances=dict(rtol=rtol))
xp_assert_close(res.sum, ref_sum, rtol=10*rtol)
xp_assert_close(res.error, ref_err, rtol=100*rtol)
i = ((b_original - a)/step + 1 <= maxterms)
xp_assert_close(res.sum[i], ref_sum[i], rtol=1e-15)
xp_assert_close(res.error[i], ref_err[i], rtol=1e-15)
logres = nsum(logf, a, b_original, step=step, log=True,
tolerances=dict(rtol=math.log(rtol)), maxterms=maxterms)
xp_assert_close(xp.exp(logres.sum), res.sum)
xp_assert_close(xp.exp(logres.error), res.error)
@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
def test_vectorization(self, shape, xp):
# Test for correct functionality, output shapes, and dtypes for various
# input shapes.
rng = np.random.default_rng(82456839535679456794)
a = rng.integers(1, 10, size=shape)
# when the sum can be computed directly or `maxterms` is large enough
# to meet `atol`, there are slight differences (for good reason)
# between vectorized call and looping.
b = np.inf
p = rng.random(shape) + 1
n = math.prod(shape)
def f(x, p):
f.feval += 1 if (x.size == n or x.ndim <= 1) else x.shape[-1]
return 1 / x ** p
f.feval = 0
@np.vectorize
def nsum_single(a, b, p, maxterms):
return nsum(lambda x: 1 / x**p, a, b, maxterms=maxterms)
res = nsum(f, xp.asarray(a), xp.asarray(b), maxterms=1000,
args=(xp.asarray(p),))
refs = nsum_single(a, b, p, maxterms=1000).ravel()
attrs = ['sum', 'error', 'success', 'status', 'nfev']
for attr in attrs:
ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs]
res_attr = getattr(res, attr)
xp_assert_close(xp_ravel(res_attr), xp.asarray(ref_attr), rtol=1e-15)
assert res_attr.shape == shape
xp_test = array_namespace(xp.asarray(1.))
assert xp_test.isdtype(res.success.dtype, 'bool')
assert xp_test.isdtype(res.status.dtype, 'integral')
assert xp_test.isdtype(res.nfev.dtype, 'integral')
if is_numpy(xp): # other libraries might have different number
assert int(xp.max(res.nfev)) == f.feval
def test_status(self, xp):
f = self.f2
p = [2, 2, 0.9, 1.1, 2, 2]
a = xp.asarray([0, 0, 1, 1, 1, np.nan], dtype=xp.float64)
b = xp.asarray([10, np.inf, np.inf, np.inf, np.inf, np.inf], dtype=xp.float64)
ref = special.zeta(p, 1)
p = xp.asarray(p, dtype=xp.float64)
with np.errstate(divide='ignore'): # intentionally dividing by zero
res = nsum(f, a, b, args=(p,))
ref_success = xp.asarray([False, False, False, False, True, False])
ref_status = xp.asarray([-3, -3, -2, -4, 0, -1], dtype=xp.int32)
xp_assert_equal(res.success, ref_success)
xp_assert_equal(res.status, ref_status)
xp_assert_close(res.sum[res.success], xp.asarray(ref)[res.success])
def test_nfev(self, xp):
def f(x):
f.nfev += xp_size(x)
return 1 / x**2
f.nfev = 0
res = nsum(f, xp.asarray(1), xp.asarray(10))
assert res.nfev == f.nfev
f.nfev = 0
res = nsum(f, xp.asarray(1), xp.asarray(xp.inf), tolerances=dict(atol=1e-6))
assert res.nfev == f.nfev
def test_inclusive(self, xp):
# There was an edge case off-by one bug when `_direct` was called with
# `inclusive=True`. Check that this is resolved.
a = xp.asarray([1, 4])
b = xp.asarray(xp.inf)
res = nsum(lambda k: 1 / k ** 2, a, b,
maxterms=500, tolerances=dict(atol=0.1))
ref = nsum(lambda k: 1 / k ** 2, a, b)
assert xp.all(res.sum > (ref.sum - res.error))
assert xp.all(res.sum < (ref.sum + res.error))
@pytest.mark.parametrize('log', [True, False])
def test_infinite_bounds(self, log, xp):
a = xp.asarray([1, -np.inf, -np.inf])
b = xp.asarray([np.inf, -1, np.inf])
c = xp.asarray([1, 2, 3])
def f(x, a):
return (xp.log(xp.tanh(a / 2)) - a*xp.abs(x) if log
else xp.tanh(a/2) * xp.exp(-a*xp.abs(x)))
res = nsum(f, a, b, args=(c,), log=log)
ref = xp.asarray([stats.dlaplace.sf(0, 1), stats.dlaplace.sf(0, 2), 1])
ref = xp.log(ref) if log else ref
atol = (1e-10 if a.dtype==xp.float64 else 1e-5) if log else 0
xp_assert_close(res.sum, xp.asarray(ref, dtype=a.dtype), atol=atol)
# # Make sure the sign of `x` passed into `f` is correct.
def f(x, c):
return -3*xp.log(c*x) if log else 1 / (c*x)**3
a = xp.asarray([1, -np.inf])
b = xp.asarray([np.inf, -1])
arg = xp.asarray([1, -1])
res = nsum(f, a, b, args=(arg,), log=log)
ref = np.log(special.zeta(3)) if log else special.zeta(3)
xp_assert_close(res.sum, xp.full(a.shape, ref, dtype=a.dtype))
def test_decreasing_check(self, xp):
# Test accuracy when we start sum on an uphill slope.
# Without the decreasing check, the terms would look small enough to
# use the integral approximation. Because the function is not decreasing,
# the error is not bounded by the magnitude of the last term of the
# partial sum. In this case, the error would be ~1e-4, causing the test
# to fail.
def f(x):
return xp.exp(-x ** 2)
a, b = xp.asarray(-25, dtype=xp.float64), xp.asarray(np.inf, dtype=xp.float64)
res = nsum(f, a, b)
# Reference computed with mpmath:
# from mpmath import mp
# mp.dps = 50
# def fmp(x): return mp.exp(-x**2)
# ref = mp.nsum(fmp, (-25, 0)) + mp.nsum(fmp, (1, mp.inf))
ref = xp.asarray(1.772637204826652, dtype=xp.float64)
xp_assert_close(res.sum, ref, rtol=1e-15)
def test_special_case(self, xp):
# test equal lower/upper limit
f = self.f1
a = b = xp.asarray(2)
res = nsum(f, a, b)
xp_assert_equal(res.sum, xp.asarray(f(2)))
# Test scalar `args` (not in tuple)
res = nsum(self.f2, xp.asarray(1), xp.asarray(np.inf), args=xp.asarray(2))
xp_assert_close(res.sum, xp.asarray(self.f1.ref)) # f1.ref is correct w/ args=2
# Test 0 size input
a = xp.empty((3, 1, 1)) # arbitrary broadcastable shapes
b = xp.empty((0, 1)) # could use Hypothesis
p = xp.empty(4) # but it's overkill
shape = np.broadcast_shapes(a.shape, b.shape, p.shape)
res = nsum(self.f2, a, b, args=(p,))
assert res.sum.shape == shape
assert res.status.shape == shape
assert res.nfev.shape == shape
# Test maxterms=0
def f(x):
with np.errstate(divide='ignore'):
return 1 / x
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=0)
assert xp.isnan(res.sum)
assert xp.isnan(res.error)
assert res.status == -2
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=1)
assert xp.isnan(res.sum)
assert xp.isnan(res.error)
assert res.status == -3
# Test NaNs
# should skip both direct and integral methods if there are NaNs
a = xp.asarray([xp.nan, 1, 1, 1])
b = xp.asarray([xp.inf, xp.nan, xp.inf, xp.inf])
p = xp.asarray([2, 2, xp.nan, 2])
res = nsum(self.f2, a, b, args=(p,))
xp_assert_close(res.sum, xp.asarray([xp.nan, xp.nan, xp.nan, self.f1.ref]))
xp_assert_close(res.error[:3], xp.full((3,), xp.nan))
xp_assert_equal(res.status, xp.asarray([-1, -1, -3, 0], dtype=xp.int32))
xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
# Ideally res.nfev[2] would be 1, but `tanhsinh` has some function evals
xp_assert_equal(res.nfev[:2], xp.full((2,), 1, dtype=xp.int32))
@pytest.mark.parametrize('dtype', ['float32', 'float64'])
def test_dtype(self, dtype, xp):
dtype = getattr(xp, dtype)
def f(k):
assert k.dtype == dtype
return 1 / k ** xp.asarray(2, dtype=dtype)
a = xp.asarray(1, dtype=dtype)
b = xp.asarray([10, xp.inf], dtype=dtype)
res = nsum(f, a, b)
assert res.sum.dtype == dtype
assert res.error.dtype == dtype
rtol = 1e-12 if dtype == xp.float64 else 1e-6
ref = _gen_harmonic_gt1(np.asarray([10, xp.inf]), 2)
xp_assert_close(res.sum, xp.asarray(ref, dtype=dtype), rtol=rtol)
@pytest.mark.parametrize('case', [(10, 100), (100, 10)])
def test_nondivisible_interval(self, case, xp):
# When the limits of the sum are such that (b - a)/step
# is not exactly integral, check that only floor((b - a)/step)
# terms are included.
n, maxterms = case
def f(k):
return 1 / k ** 2
a = np.e
step = 1 / 3
b0 = a + n * step
i = np.arange(-2, 3)
b = b0 + i * np.spacing(b0)
ns = np.floor((b - a) / step)
assert len(set(ns)) == 2
a, b = xp.asarray(a, dtype=xp.float64), xp.asarray(b, dtype=xp.float64)
step, ns = xp.asarray(step, dtype=xp.float64), xp.asarray(ns, dtype=xp.float64)
res = nsum(f, a, b, step=step, maxterms=maxterms)
xp_assert_equal(xp.diff(ns) > 0, xp.diff(res.sum) > 0)
xp_assert_close(res.sum[-1], res.sum[0] + f(b0))
@pytest.mark.skip_xp_backends(np_only=True, reason='Needs beta function.')
def test_logser_kurtosis_gh20648(self, xp):
# Some functions return NaN at infinity rather than 0 like they should.
# Check that this is accounted for.
ref = stats.yulesimon.moment(4, 5)
def f(x):
return stats.yulesimon._pmf(x, 5) * x**4
with np.errstate(invalid='ignore'):
assert np.isnan(f(np.inf))
res = nsum(f, 1, np.inf)
assert_allclose(res.sum, ref)